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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
664Return Asymmetry Effect in Commodity FuturesMonthlycommodities4.36%7.53%smart beta
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537The Positive Similarity of Company Filings and Stock ReturnsMonthlyequities5.47%6.48%alternative data, equity long short, factor investing, fundamental analysis, machine learning, smart beta, stock picking
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229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
12Pairs Trading with StocksDailyequities11.16%5.85%arbitrage, equity long short, pairs trading
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